+96.4%
OKTA vs CHWY
-31.6%
+128.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.7% | -8.7% | -10.0% |
| 7D | -22.9% | +10.4% | -33.3% | -24.7% |
| 30D | -21.7% | +26.8% | -48.5% | -27.0% |
| 3M | +16.4% | -4.3% | +20.7% | +17.6% |
| 6M | +120.1% | -6.3% | +126.4% | +119.9% |
| YTD | +97.9% | -30.4% | +128.3% | +103.4% |
| 1Y | +96.4% | -30.5% | +126.9% | +101.9% |
| All | +96.4% | -31.6% | +128.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling